+3,812.5%
CMG vs RF
+60.6%
+3,751.9%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.4% | -2.7% |
| 7D | +8.0% | -0.9% | +8.9% | +8.2% |
| 30D | +11.9% | +6.0% | +5.9% | +10.6% |
| 3M | +2.1% | -8.9% | +11.0% | +4.0% |
| 6M | +5.2% | +2.3% | +2.8% | +4.5% |
| YTD | -6.9% | +7.6% | -14.5% | -8.4% |
| 1Y | +12.7% | +21.2% | -8.5% | +8.4% |
| 3Y | -16.8% | +108.5% | -125.3% | -28.7% |
| 5Y | -4.1% | +43.2% | -47.3% | -12.9% |
| 10Y | +364.7% | +288.1% | +76.7% | +231.1% |
| All | +3,812.5% | +60.6% | +3,751.9% | +3,156.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling